Hello. This is not [only] a specific GSL question, but I think this is a good place to put it.
I need to look for the root of a given function. I think that the routines described in "gsl_roots.h" feet quite well to my needs, especially those called "bracketing algorithms". In fact, I was implementing my own "bisection algorithm" before realizing that it is already in GSL and that there are also other similar (and faster) alternatives. In my concrete case, the one-dimensional function whose root I must look for is continuous and strictly increasing, and I can easily find an initial interval for any of the bracketing algorithms (I mean, I do know that the function has one AND ONLY one root, and I can find a pair of numbers a and b such that f(a) differs in sign from f(b)). Moreover, the derivative of my function is difficult to compute, so bracketing algorithms are my choice. My question is not related to those GSL routines, but about other similar algorithms. Which other "bracketing" algorithms do you know, for finding the root for a one-dimensional continuous monotonic function?? I mean, "bisection algorithm" is OK for me, but for example, it is said at the GSL's documentation that "Brent-Dekker method" has a faster convergence. So, is there any other algorithm with such less than linear convergence, for finding roots in a one-dimensional context?? So, my question is NOT about HOW TO compute the root (I could do it with Excel's Solver, for example, or with the existing algorithms at the GSL), but about which is THE BEST way to do it (and also about how to get profit of previous knowledge about my concrete function). Also, can you recommend some good (on-line or off-line) references about numerical algorithms in general to me?? Something like a good and up-to-date book or web site with "numerical recipes". Thank you very much in advance for your patience. -- Vicent Giner _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
